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This work presents GROUSE (Grassmanian Rank-One Update Subspace Estimation), an efficient online algorithm for tracking subspaces from highly incomplete observations.
Tracking a few extreme singular values and vectors in signal processing
P. Comon and G. Golub · 1990
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A stable and efficient algorithm for the rank-one modification of the symmetric eigenproblem
M. Gu and S. Eisenstat · 1994
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Signal detection using multi-channel seismic data
G. S. Wagner and T. J. Owens · 1996
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The geometry of algorithms with orthogonality constraints
A. Edelman, T. A. Arias, and S. T. Smith · 1998
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Stochastic Approximation and Recursive Algorithms and Applications
H. J. Kushner and G. G. Yin · 2003
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Diagnosing network-wide traffic anomalies
A. Lakhina, M. Crovella, and C. Diot · 2004
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Local minima and convergence in low-rank semidefinite programming
S. Burer and R. D. C. Monteiro · 2005
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Streaming pattern discovery in multiple time-series
S. Papadimitriou, J. Sun, and C. Faloutsos · 2005
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Fast low-rank modifications of the thin singular value decomposition
M. Brand · 2006
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Model-based event detection in wireless sensor networks
J. Gupchup, R. Burns, A. Terzis, and A. Szalay · 2007
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Guaranteed minimum rank solutions of matrix equations via nuclear norm minimization
B. Recht, M. Fazel, and P. Parrilo · 2007
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A singular value thresholding algorithm for matrix completion
J.-F. Cai, E. J. Candès, and Z. Shen · 2008
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Fixed point and Bregman iterative methods for matrix rank minimization
S. Ma, D. Goldfarb, and L. Chen · 2008
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An accelerated proximal gradient algorithm for nuclear norm regularized least squares problems
K.-C. Toh and S. Yun · 2009
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High-dimensional matched subspace detection when data are missing
L. Balzano, B. Recht, and R. Nowak · 2010
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SET: An algorithm for consistent matrix completion
W. Dai and O. Milenkovic · 2010
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Intelligent infrastructure for energy efficiency
N. Gershenfeld, S. Samouhos, and B. Nordman · 2010
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Matrix completion from a few entries
R. H. Keshavan, A. Montanari, and S. Oh · 2010
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